-1.7%
GEHC vs AIG
+33.4%
-35.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -7.6% | -1.4% | -6.2% | -7.1% |
| 30D | -10.7% | -3.3% | -7.3% | -9.5% |
| 3M | -1.2% | +2.2% | -3.4% | -2.5% |
| 6M | -13.7% | -2.1% | -11.6% | -13.4% |
| YTD | -20.4% | -11.2% | -9.2% | -17.1% |
| 1Y | -17.0% | -2.1% | -14.9% | -17.9% |
| All | -1.7% | +33.4% | -35.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling